Diagnostic testing
| Diagnostic test | Null hyp. | F-test (prob) | Result | |
|---|---|---|---|---|
| Normality test | Jarque-Bera | H0: Residuals are normally distributed | 0.8871 (0.642) | Normal distribution |
| Serial correlation LM test | Breusch-Godfrey | H0: No Serial Correlation | 0.7985 (0.493) | No serial correlation |
| Heteroskedasticity test | ARCH | H0: No Heteroskedasticity | 1.0021 (0.346) | Homoscedasticity |
| Breusch-Pagan-Godfrey | 0.0689 (0.934) | |||
| Functional form | Ramsey RESET Test | H0: Functional Form is Correct | 3.2828 (0.113) | Correct functional form |
| Diagnostic test | Null hyp. | F-test (prob) | Result | |
|---|---|---|---|---|
| Normality test | Jarque-Bera | 0.8871 (0.642) | Normal distribution | |
| Serial correlation LM test | Breusch-Godfrey | 0.7985 (0.493) | No serial correlation | |
| Heteroskedasticity test | ARCH | 1.0021 (0.346) | Homoscedasticity | |
| Breusch-Pagan-Godfrey | 0.0689 (0.934) | |||
| Functional form | Ramsey RESET Test | 3.2828 (0.113) | Correct functional form | |
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